+1,314.2%
AAOI vs EWJ
+50.5%
+1,263.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | -2.2% |
| 7D | -0.2% | +0.3% | -0.4% | -0.7% |
| 30D | -23.7% | +0.8% | -24.5% | -24.5% |
| 3M | -39.0% | +7.5% | -46.5% | -44.4% |
| 6M | -17.0% | +15.6% | -32.6% | -32.3% |
| YTD | +202.2% | +22.7% | +179.5% | +116.7% |
| 1Y | +292.4% | +26.4% | +266.0% | +176.0% |
| 3Y | +804.4% | +72.5% | +731.8% | +313.8% |
| All | +1,314.2% | +50.5% | +1,263.7% | +606.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EWJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling